There are multiple practices and guidelines necessary to follow in order to successfully print 3D objects.

Four main guidelines should be followed:
  1. Objects must be closed, or water-tight.
  2. Objects must be manifold.
  3. Maximum size and minimum wall thickness must be adhered to.
  4. Corrected normals.

An example of sizes and minimum wall thickness can be found at Shapeways:
Guidelines for various materials.

The first of the guidelines is fairly self explanatory: your model should be devoid of any holes that would cause it not to be water-tight.

In regards to the second guideline, it essentially means that each water-tight mesh must be joined in a certain manner to have the overall object still water-tight. There are multiple tools to detect manifold violations prior to printing, and failure to have a manifold object can result in adverse results.

For example, with this object:
manifold.PNG
We see a manifold violation in the center edge connecting the two meshes, although each are perfectly valid.
manifold_bad.png

This is a fundamental manifold violation and requires a serious change in the object in order to fix it.

A video containing the guidelines as to how 3D objects should be painted can be found here: Painting Guidelines.